PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-20 18:30:45.930368+00:00 (UTC)
In US/Central Time, this is 2024-03-20 13:30:45.930368-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897268 -0.475306 0.085857 -0.008141 0.545527 0.254613
1997-01-03 -0.885560 -0.475306 -0.155939 0.007373 0.745102 0.205455
1997-01-06 -0.881657 -0.475306 -0.064514 -0.015898 0.777978 0.269397
1997-01-07 -0.881657 -0.454481 -0.129474 -0.046927 0.837603 0.383009
1997-01-08 -0.893366 -0.454481 -0.022410 -0.085713 0.785640 0.496230
... ... ... ... ... ... ...
2024-03-13 -0.862142 -1.506122 -0.803134 1.760495 1.064888 0.153920
2024-03-14 -0.862142 -1.474885 -0.724941 1.760495 0.887820 0.499606
2024-03-15 -0.858239 -1.495710 -0.723738 1.690680 0.831834 0.578892
2024-03-18 -0.869948 -1.474885 -0.733362 1.651894 0.714548 0.682757
2024-03-19 -0.881657 -1.464473 -0.794713 1.651894 0.739123 0.682757

7190 rows × 6 columns

../../_images/f9a35f7d3ee08e161c9df8f48b1da1e4f39373c5277094a9b6872ffbd3b3ee27.png
pc1
DATE
1997-01-02   -0.578211
1997-01-03   -0.684373
1997-01-06   -0.667273
1997-01-07   -0.703654
1997-01-08   -0.673320
                ...   
2024-03-13   -1.611221
2024-03-14   -1.594027
2024-03-15   -1.582188
2024-03-18   -1.565368
2024-03-19   -1.590103
Name: PC1, Length: 7190, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/e5280ad7dac0ee1609fbaf86cf71321580d6ee3d2a10bdc9e01437ae20d13376.png
fig = px.line(pc1)
fig.show()
../../_images/d843a4269186974972280fe05eba07e24e45ee8b8620e2959af67f5a0a8f1c7c.png